As a follow-up to this news article by Emma, and since many many bookstores sold out of Order of the Phoenix (book 5) on release day, it is highly advisable for to pre-order your copy of Harry Potter and the Half-Blood Prince.

Amazon guarantees delivery ON release day, so you have no worries there.

Here are some links:

UK
Amazon.co.uk £9.99 (Free UK delivery on orders over £19)
Play.com £11.99 (including free shipping to most countries in Europe)

USA
Amazon.com $17.99 (eligible for free shipping)

Barnes and Noble costs the same as Amazon and doesn't offer free shipping or a guarantee that I know of. Correct me if I'm wrong.

Cheers!